搜索资源列表
qmle
- the text file QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model
Garch
- garch model for econometric
qmle
- 最大似然译码的程序,用MATLAB编写的,很实用的例子-Maximum likelihood decoding process, using MATLAB written a very practical example of
CIRcode
- 该程序提供了cir模型qmle估计的主要程序,并且提供了初始值的计算程序-qmle for cir1 and cir2 model